A combinatorial identity for a problem in asymptotic statistics

Détails

ID Serval
serval:BIB_64EBE236A40B
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
A combinatorial identity for a problem in asymptotic statistics
Périodique
Applicable Analysis and Discrete Mathematics
Auteur⸱e⸱s
Albrecher H., Scheicher K., Teugels J. L.
ISSN
1452-8630
Statut éditorial
Publié
Date de publication
2009
Peer-reviewed
Oui
Volume
3
Numéro
1
Pages
64-68
Langue
anglais
Résumé
Let (X-i)(i >= 1) be a sequence of positive independent identically distributed random variables with regularly varying distribution tail of index 0 < alpha < 1 and define
T-n:= X-1(2) + X-2(2) + ... + X-n(2) / (X-1 + X-2 + ... + X-n)(2).
In this note we simplify an expression for (n ->infinity) lim E(T-n(k)), which was obtained by ALBRECHER and TEUGELS: A symptotic analysis of a measure of variation. Theory Prob. Math. Stat., 74(2006), 1-9, in terms of coefficients of a continued fraction expansion. The new formula establishes an unexpected link to an enumeration problem for rooted maps on orientable surfaces that was studied in ARQUES and BERAUD: Rooted maps of orientable surfaces, Riccati's equation and continued fractions. Discrete Mathematics, 215 (2000), 1-12.
Mots-clé
Asymptotic behavior, Generating functions, Continued fraction, Regularly varying functions, Enumeration problems
Web of science
Création de la notice
09/02/2009 19:42
Dernière modification de la notice
20/08/2019 15:21
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